﻿// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
// Copyright (c) 2011, Dr. Masroor Ehsan
// All rights reserved.
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//     * Redistributions of source code must retain the above copyright
//       notice, this list of conditions and the following disclaimer.
//     * Redistributions in binary form must reproduce the above copyright
//       notice, this list of conditions and the following disclaimer in the
//       documentation and/or other materials provided with the distribution.
//     * Neither the name of the author nor the
//       names of its contributors may be used to endorse or promote products
//       derived from this software without specific prior written permission.
// 
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
// ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
// WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
// DISCLAIMED. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY
// DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
// (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
// LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
// ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
// (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
// 
//  $Author: masroore@gmail.com $
//  $Id: IntradaySnapshots.cs 16 2011-10-13 09:22:56Z masroore@gmail.com $
//  $Rev: 14 $
// 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *

using System;
using System.Collections.Generic;

namespace MaxTrader.RealTimeQuotes.Core
{
    public class IntradaySnapshots
    {
        private readonly SortedList<string, IntradayStockSnapshot> _snapshots;

        public IntradaySnapshots()
        {
            _snapshots = new SortedList<string, IntradayStockSnapshot>();
        }

        public List<IntradayQuoteSymbol> LastQuotesForAllStocks()
        {
            var list = new List<IntradayQuoteSymbol>(_snapshots.Count);
            foreach (var kvp in _snapshots)
            {
                var quote = kvp.Value.LastQuote();
                if (quote != null)
                    list.Add(new IntradayQuoteSymbol(kvp.Key, quote));
            }
            return list;
        }

        public IntradayQuote LastQuote(string symbol)
        {
            return GetSnapshot(symbol).LastQuote();
        }

        private IntradayStockSnapshot GetSnapshot(string symbol)
        {
            symbol = symbol.Trim().ToUpperInvariant();
            if (!_snapshots.ContainsKey(symbol))
            {
                _snapshots.Add(symbol, new IntradayStockSnapshot(symbol));
            }
            
            return _snapshots[symbol];
        }

#if TRACK_TICK_SEQUENCE
        public void Add(string symbol, DateTime utcTime, decimal lastPrice, int cumVol, int volDiff = 0, int seqNum = 0)
#else
        public void Add(string symbol, DateTime utcTime, decimal lastPrice, int cumVol, int volDiff = 0)
#endif
        {
            var snapshot = GetSnapshot(symbol);
#if TRACK_TICK_SEQUENCE            
            snapshot.Add(utcTime, lastPrice, cumVol, volDiff, seqNum);
#else
            snapshot.Add(utcTime, lastPrice, cumVol, volDiff);
#endif
        }
    }
}